Re: [Gretl-users] mysterious error discrepancy between two systems

On Thu, 15 Oct 2015, Sven Schreiber wrote: Now, the remark I'm about to make is so general and abstract that the chances that I'm in fact just uttering rubbish is very high, but: calculating CDFs in non-trivial cases (eg the Gaussian) works *reasonably* well in a *reasonably* small interval. For example, cnorm() is to be trusted between -6 and 6, roughly. Outside that range, anything can happen. If your model pushes the calculation of a CDF in such a way that you need that ridiculously high level of precision, then I would guess something's wrong with your model or with your data. That said, any piece of software should do its best to ensure it gives reliable and predictable results in the largest range of cases possible, so any improvement in that direction is welcome. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------